[Abridged...] We investigate the process of galaxy formation as can be observed in the only currently forming galaxies -- the so-called Tidal Dwarf Galaxies, hereafter TDGs -- through observations of the molecular gas detected via its CO emission. These objects are formed of material torn off of the outer parts of a spiral disk due to tidal forces in a collision between two massive galaxies. Molecular gas is a key element in the galaxy formation process, providing the link between a cloud of gas and a bona fide galaxy. We have detected CO in 8 TDGs (two of them have already been published in Braine et al. 2000), with an overall detection rate of 80%, showing that molecular gas is abundant in TDGs, up to a few 10^8 M_sun. The CO emission coincides both spatially and kinematically with the HI emission, indicating that the molecular gas forms from the atomic hydrogen where the HI column density is high. A possible trend of more evolved TDGs having greater molecular gas masses is observed, in accord with the transformation of HI into H2.... Although higher spatial resolution CO (and HI) observations would help reduce the uncertainties, we find that TDGs require no dark matter, which would make them the only galaxy-sized systems where this is the case. Dark matter in spirals should then be in a halo and not a rotating disk. Most dwarf galaxies are dark matter-rich, implying that they are not of tidal origin....